V-Lab
Kraft Foods Group Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, July 6th, 2015:19.24% (-5.46%)
Analysis last updated: Monday, March 1, 2021 at 08:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0990 | 5.61 | |
| 0.5159 | 15.76 | |
| 0.7207 | 30.77 | |
| -0.2340 | -8.06 |
Estimation Period:
Sep 17, 2012 to Jul 2, 2015
Sep 17, 2012 to Jul 2, 2015
News Impact Curve
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